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st: Re: Creating variables while bootstrapping


From   "Marcela Perticara" <[email protected]>
To   <[email protected]>
Subject   st: Re: Creating variables while bootstrapping
Date   Mon, 6 Jan 2003 21:52:12 -0300

Dear Mike,

It will be sufficient to type

predict p1-p`e(k_cat)'

If you need to create the local macro with the list of variables before
creating the vbles
for other purpose, you can type

foreach num of numlist 1(1)`e(k_cat)' {
    local PList "`PList' p`num'"
}

If you have already created the vbles,  you can always use the unab command.

unab PList: p1-p`e(k_cat)'

Regards,

Marcela


----- Original Message -----
From: "Mike Lacy" <[email protected]>
To: <[email protected]>
Sent: Monday, January 06, 2003 9:19 PM
Subject: st: Creating variables while bootstrapping


> I'm bootstrapping a non-standard statistic that requires running PREDICT
> after OLOGIT on each bootstrapped sample. I'm having trouble having the
> right number of variables to contain the predicted probabilities.  Here's
> what's happening:
>
> I capture the predicted probabilities in a list of variables defined in a
> local statement at the beginning of the program.    So, let's suppose I
> have a four-category response variable. I have a local statement like
>
> local PList "p1 p2 p3 p4"
>
>     I then later do
>
> ologit blah blah
> predict `PList'
>
>   The problem I'm encountering occurs when one of the categories of the
> response variable do not happen to occur in a given bootstrap sample. For
> that sample, suppose that only categories 1, 3, and 4 have nonzero
> frequencies, so that there would be only three predicted probabilities for
> the response.  This makes PREDICT fail because PList has too many
variables.
>
> I know I can obtain the number of actually occurring values of the
response
> variable from e(k_cat) after OLOGIT.
> What I'm looking for is a way to construct a
> variable list of the form "p1 p2...p_k" that is only as long as the value
> of e(k_cat) for this sample, so I can do
> PREDICT .... with the right number of variables.
>
> Thanks,
>
> Mike Lacy
> Fort Collins CO
>
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